+42.1%
RF vs HBM
+205.9%
-163.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -0.9% | -3.6% | +2.7% | -0.3% |
| 30D | +6.0% | -19.2% | +25.2% | +9.7% |
| 3M | -8.9% | -20.5% | +11.6% | -5.9% |
| 6M | +2.3% | -12.8% | +15.2% | +2.2% |
| YTD | +7.6% | +5.4% | +2.1% | +1.4% |
| 1Y | +21.2% | +33.0% | -11.8% | +8.4% |
| 3Y | +108.5% | +357.3% | -248.8% | +31.2% |
| All | +42.1% | +205.9% | -163.8% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling